+322.3%
EXPD vs RJF
+336.5%
-14.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.4% | +4.0% | -11.4% | -8.7% |
| 30D | -2.1% | +6.1% | -8.2% | -4.2% |
| 3M | +5.7% | -5.8% | +11.5% | +7.6% |
| 6M | +21.4% | +9.7% | +11.7% | +17.0% |
| YTD | +27.6% | +6.2% | +21.5% | +23.9% |
| 1Y | +36.1% | +5.3% | +30.8% | +32.4% |
| 3Y | +69.9% | +74.4% | -4.6% | +35.8% |
| 5Y | +59.7% | +81.6% | -21.9% | +23.2% |
| All | +322.3% | +336.5% | -14.2% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling